-25.6%
ADSK vs APA
+169.7%
-195.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -10.9% | +0.8% | -11.7% | -11.0% |
| 30D | -15.9% | +9.6% | -25.5% | -17.1% |
| 3M | -4.4% | +18.0% | -22.4% | -7.1% |
| 6M | -16.6% | +41.9% | -58.5% | -22.0% |
| YTD | -28.5% | +86.3% | -114.8% | -36.4% |
| 1Y | -34.6% | +97.9% | -132.5% | -42.8% |
| 3Y | -3.5% | +12.8% | -16.2% | -8.8% |
| 5Y | -25.6% | +177.2% | -202.8% | -40.9% |
| All | -25.6% | +169.7% | -195.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling